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wjzhyt · 2019年07月14日

问一道题:NO.PZ2016070201000010 [ FRM II ]

问题如下图:

选项:

A.

B.

C.

D.

解释:

想问下使用历史数据这个选项错误的原因,历史数据不是基于真实的吗,这也算是个有点吧?还是说c选项包括了优点和缺点所以不选?

1 个答案

品职答疑小助手雍 · 2019年07月14日

同学你好,单独说使用历史数据的话,我个人观点是“比较中性”。所以不选。解析里也说了使用历史数据不好的地方。虽然它确实是真实的情况,但是因为历史波动,或者处于周期的位置不一定一样,所以也不一定可以用于测试当前。

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